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<div class="iris_headline">IRIS Toolbox Reference Manual</div>




<h2 id="model/system">system</h2>
<div class="headline">System matrices for unsolved model</div>

<h4 id="syntax">Syntax</h4>
<pre><code>[A,B,C,D,F,G,H,J,List,Nf] = system(M)</code></pre>
<h4 id="input-arguments">Input arguments</h4>
<ul>
<li><code>M</code> [ model ] - Model object whose system matrices will be returned.</li>
</ul>
<h4 id="output-arguments">Output arguments</h4>
<ul>
<li><p><code>A</code>, <code>B</code>, <code>C</code>, <code>D</code>, <code>F</code>, <code>G</code>, <code>H</code> ,<code>J</code> [ numeric ] - Matrices describing the unsolved system, see Description.</p></li>
<li><p><code>List</code> [ cell ] - Lists of measurement variables, transition variables includint their auxiliary lags and leads, and shocks as they appear in the rows and columns of the system matrices.</p></li>
<li><p><code>Nf</code> [ numeric ] - Number of non-predetermined (forward-looking) transition variables (multiplied by the first <code>Nf</code> columns of matrices <code>A</code> and <code>B</code>).</p></li>
</ul>
<h4 id="options">Options</h4>
<ul>
<li><p><code>'linear='</code> [ <em><code>@auto</code></em> | <code>true</code> | <code>false</code> ] - Compute the model using a linear approach, i.e. differentiating around zero and not the currently assigned steady state.</p></li>
<li><p><code>'select='</code> [ <em><code>true</code></em> | <code>false</code> ] - Automatically detect which equations need to be re-differentiated based on parameter changes from the last time the system matrices were calculated.</p></li>
<li><p><code>'sparse='</code> [ <code>true</code> | <em><code>false</code></em> ] - Return matrices <code>A</code>, <code>B</code>, <code>D</code>, <code>F</code>, <code>G</code>, and <code>J</code> as sparse matrices; can be set to <code>true</code> only in models with one parameterization.</p></li>
</ul>
<h4 id="description">Description</h4>
<p>The system before the model is solved has the following form:</p>
<pre><code>A E[xf;xb] + B [xf(-1);xb(-1)] + C + D e = 0

F y + G xb + H + J e = 0</code></pre>
<p>where <code>E</code> is a conditional expectations operator, <code>xf</code> is a vector of non-predetermined (forward-looking) transition variables, <code>xb</code> is a vector of predetermined (backward-looking) transition variables, <code>y</code> is a vector of measurement variables, and <code>e</code> is a vector of transition and measurement shocks.</p>
<h4 id="example">Example</h4>

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<div class="copyright">IRIS Toolbox. Copyright &copy; 2007-2014 Jaromir Benes.</div>
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